The objective of this investigation is to study the impacts of the global response to COVID-19 on air pollution and air quality changes in major cities across the globe over the past few months. Air quality data (NO2, CO, PM2.5, and O3) were downloaded from the World Air Quality Index project for the January 2019–April 2020 period. Results show a significant reduction in the levels of 2020 NO2, CO, and PM2.5 compared to their levels in 2019. These reductions were as high as 63% (Wuhan, China), 61% (Lima, Peru), and 61% (Berlin, Germany), in NO2, CO, and PM2.5 levels, respectively. In contrast, 2020 O3 levels increased substantially, as high as 86% (Milan, Italy), in an apparent response to the decrease in titration by nitrogen monoxide and its derivatives. Significant differences in the weather conditions across the globe do not seem to impact this air quality improvement trend. Will this trend in the reduction in most air pollutants to unprecedented levels continue in the next few weeks or even months? The response to this and other questions will depend on the future global economic and environmental policies.